+141.4%
XLC vs DGX
+152.5%
-11.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | +0.6% | +19.9% | -19.3% | -4.7% |
| 6M | -4.5% | +19.2% | -23.7% | -9.6% |
| YTD | -4.7% | +37.5% | -42.2% | -13.9% |
| 1Y | -1.7% | +31.3% | -32.9% | -10.1% |
| 3Y | +72.3% | +96.6% | -24.4% | +35.9% |
| 5Y | +37.8% | +64.3% | -26.5% | +13.8% |
| All | +141.4% | +152.5% | -11.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling